+3,106.3%
MPC vs ITW
+656.8%
+2,449.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.4% |
| 7D | -8.8% | +0.5% | -9.3% | -9.3% |
| 30D | -14.4% | +9.1% | -23.4% | -20.1% |
| 3M | +21.9% | -1.6% | +23.5% | +22.4% |
| 6M | +60.1% | +14.5% | +45.6% | +41.9% |
| YTD | +142.3% | +19.2% | +123.1% | +104.7% |
| 1Y | +101.7% | +20.9% | +80.8% | +68.1% |
| 3Y | +184.8% | +33.1% | +151.7% | +116.5% |
| 5Y | +564.6% | +38.2% | +526.4% | +371.3% |
| 10Y | +1,098.3% | +196.2% | +902.2% | +369.0% |
| All | +3,106.3% | +656.8% | +2,449.5% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling